<p>
  While the strategy examined herein produces a 176 Sharpe ratio throughout the downfall of the 2020 oil price war 
  and stock market crash, we conclude the strategy does not currently provide as profitable of results as documented 
  by Gurrib (2020). The strategy experiences a -0.234 Sharpe ratio over the entire backtest period. To continue the 
  development of this strategy, future areas of research include: 
</p>

<ul>
  <li>
    Only trading when a bullish or bearish trend are confirmed. Gurrib (2020) provides conditions for evaluating 
    the trend.
  </li>
  <li>Adjusting the data resolution used within the indicator.</li>
  <li>Considering fundamental or alternative data points before placing trades.</li>
  <li>Adjusting the parameters of the Ichimoku indicator.</li>
  <li>
    Replacing the portfolio construction model with one that only allocates 10% of the capital base to each security.
    This will violate the requirements of the Alpha Streams and Quant League competition, but it will reduce the 
    transaction costs and provide a more accurate equity curve of the underlying strategies performance.
  </li>
</ul>